Bootstrap tests for variance components
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Sanjoy K. Sinha
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Article
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2009
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John Wiley and Sons
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French
β 141 KB
π 3 views
## Abstract In many applications of generalized linear mixed models to clustered correlated or longitudinal data, often we are interested in testing whether a random effects variance component is zero. The usual asymptotic mixture of chiβsquare distributions of the score statistic for testing const